All NG Long

P&L Summary

Range Return Sharpe Win% Ave Ave+ Ave- Max- Underwater Days %
20 0 0.2 29 0 1 0 (1) 0 35
60 0 (1) 37 0 1 (1) (4) 0 72
120 0 0.6 43 0 2 (1) (8) 0 68
250 0 1.9 47 0 2 (1) (8) 0 66
500 0 1.8 46 0 2 (1) (9) 0 59
760 0 1.7 44 0 2 (1) (9) 0 59
1260 0 1.7 44 0 2 (1) (9) 0 62
2520 0 0.9 42 0 2 (1) (20) (1) 66
All 0 1.2 43 0 2 (1) (20) (1) 65

P&L Month Table

Year 1 2 3 4 5 6 7 8 9 10 11 12 R Sharpe Win% Trades MaxLoss UW Max Ave
Avg 0 0 0 0.1 0.1 0.1 0 0 0 0 0.1 0.1 0.6 1.9 44.4 164.2 (0.1) (0.2) 0.1 0
2017 0 (0.1) 0 0 0 0 0 0 0 0 0 0 (0.1) (1.2) 37.7 62 (0.1) (0.2) 0 0
2016 0 (0.1) 0.3 0 (0.1) 0.2 0.1 0.1 0 0 0.2 0 0.7 2.7 49.4 162 (0.1) (0.1) 0.1 0
2015 0 0.1 0 0.1 0.1 0.1 0 0 0 0 0.1 0.2 0.7 3 46.5 129 (0.1) (0.2) 0.1 0
2014 0.1 0.2 (0.1) 0 0 (0.1) (0.1) 0 0 0 0.2 0 0.2 0.6 40.3 177 (0.1) (0.5) 0.1 0
2013 0 0 0.1 0.1 0 0 0 0 0 0 0.1 0.1 0.4 1.4 41.4 170 (0.1) (0.1) 0.1 0
2012 0 0 (0.1) 0.1 0.3 0.1 0.2 (0.1) 0.1 0.1 0.1 0 0.8 1.9 44.5 183 (0.1) (0.2) 0.1 0
2011 0 (0.1) 0 0 0.1 0 0 0 0 0 (0.1) 0 (0.1) (1.2) 32.9 172 0 (0.3) 0.1 0
2010 0 (0.1) (0.1) 0 0.1 0.1 0 (0.1) 0 0.1 (0.1) (0.1) (0.2) (0.4) 40.9 183 (0.1) (0.4) 0.1 0
2009 (0.3) 0 (0.2) (0.2) 0.4 0 0 (0.1) 0.4 (0.2) (0.1) 0.4 0.1 0.1 37.4 201 (0.2) (0.7) 0.1 0
2008 0 0.2 0 0 0 0.1 (0.1) 0.1 0 0.2 0.1 0 0.6 1.9 51 201 (0.1) (0.2) 0.1 0
2007 0.2 (0.1) 0 0 0 (0.1) 0 0.2 0 0.1 (0.1) 0 0.2 0.6 37.9 151 (0.1) (0.2) 0.1 0
2006 0 0 0.1 0.1 0 0 0.4 0 0 (0.1) 0.1 (0.1) 0.5 0.7 44 163 (0.1) (0.3) 0.1 0
2005 0 0 0.2 (0.1) 0 0.2 0.1 0.4 0.3 0 0 (0.1) 1 2.9 46.2 163 (0.1) (0.3) 0.1 0
2004 (0.2) 0 0.1 (0.2) (0.1) 0 0 (0.1) 0.4 0 0 0 (0.1) 0.3 36.2 151 (0.1) (0.4) 0.1 0
2003 0.2 0.2 (0.3) 0.1 0.2 (0.3) 0 0.1 0 (0.1) 0 0.4 0.5 0.8 45.7 190 (0.1) (0.5) 0.1 0
2002 0 0.2 0.6 0 0 0 0 0.3 0.5 0.1 0 0.2 1.9 3.7 49.1 173 (0.2) (0.2) 0.1 0
2001 (0.3) 0 0 (0.2) 0 (0.1) 0 0.2 (0.1) 0.1 0 0.1 (0.3) (1.1) 35.2 146 (0.1) (0.6) 0 0
2000 0.1 0.1 0 0 0.4 0 0 0.1 0.1 0 0.2 0.4 1.4 2.9 52.4 196 (0.2) (0.3) 0.1 0